Note that this can only be done with a CFW PSP, ami_no_ookami.
Actually you only need DL+ ver 1 or 2, available on PSN, and you need to put those png's in the DLC folder, NPX something in the JP version of the games.
With Download+ Ver 1 you could pretty much use any filename, but this got restricted to files starting with an i following up with numbers with the release of DL+V2 that got released like 2 months ago.